HedgeFund Intelligence Indices

Live

Global

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.63% 0.24% * 92% 4.21%
Emerging Market Debt -0.18% -1.40% * 89% 0.51%
Emerging Market Equity 0.22% -0.52% * 93% 3.78%
Equity 0.86% 0.42% * 86% 3.44%
Event Driven 0.58% -0.15% * 83% 2.27%
Macro 1.45% 0.20% * 98% 3.36%
Managed Futures 4.10% 1.23% * 97% 9.74%
Single Manager African Index 0.72% 1.34% * 100% 13.21%

* Estimate

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Absolute Return

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.41% 1.37% * 81% 5.16%
Composite 0.55% 0.12% * 82% 4.61%
Convertible & Equity Arbitrage -0.19% -0.43% * 69% -0.01%
Credit 0.11% -0.30% * 75% 5.43%
Distressed 0.23% -0.84% * 82% 3.45%
Event Driven 0.50% -0.43% * 79% 1.71%
Fixed Income 0.24% -0.11% * 84% 4.91%
Global Equity 0.36% 0.76% * 81% 5.50%
Latin American Debt -0.51% -1.70% * 43% 2.54%
Latin American Equity -0.13% -2.38% * 67% -2.45%
Macro 1.47% 0.40% * 94% 4.05%
Managed Futures 3.50% 0.65% * 97% 6.58%
Mixed Arbitrage 0.63% 0.35% * 97% 3.88%
Mortgage Backed Securities 0.37% 0.45% * 68% 9.19%
Multi-Strategy 0.58% 0.16% * 81% 5.23%
Technology 0.99% 1.06% * 90% 5.09%
U.S. Equity 0.85% 0.23% * 80% 3.87%

* Estimate

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AsiaHedge

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.51% -0.20% 100% 5.23%
Asia inc Japan 0.43% -1.08% 100% 0.53%
Australian Long/Short Equity -0.38% 0.16% 100% 7.80%
Chinese Long/Short Equity 0.59% 0.11% 100% 3.47%
Composite 0.64% 0.31% 100% 4.37%
Indian Long/Short Equity 2.54% 0.88% 100% 48.77%
Japan Long/Short Equity 1.14% 0.55% 100% 3.11%
Japan Long/Short Equity 1.79% 0.80% 100% 2.39%

* Estimate

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EuroHedge

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.72% 0.25% 100% 2.97%
Convertible & Equity Arbitrage EUR 1.69% -0.06% 100% 1.41%
Convertible & Equity Arbitrage USD 1.32% -0.26% 100% 1.83%
Credit EUR 0.09% -0.02% 100% 4.69%
Credit USD 0.06% 0.20% 100% 5.15%
Currency 0.51% 3.36% 100% 5.10%
Emerging Market Debt USD -0.19% -2.04% 100% 1.24%
Emerging Market Equity USD -1.34% -2.70% 100% -5.72%
Equity Market Neutral & Quantitative Strategies EUR 0.60% 1.06% 100% 3.95%
Equity Market Neutral & Quantitative Strategies USD 0.67% 0.81% 100% 3.70%
European Equity EUR 1.08% 0.42% 100% 2.69%
European Equity GBP 1.41% 0.61% 100% 2.16%
European Equity Nordic 0.57% 0.01% 100% 4.98%
European Equity USD 1.50% 0.57% 100% 1.82%
Event Driven EUR 0.47% 0.54% 100% -2.19%
Event Driven USD 1.41% 0.52% 100% 2.54%
Fixed Income EUR -0.01% -0.25% 100% 4.01%
Fixed Income USD 0.27% -0.54% 100% -0.77%
Global Equity EUR 1.20% 0.11% 100% 2.62%
Global Equity USD 1.22% -0.01% 100% 1.72%
Macro EUR 0.75% -0.22% 100% -0.41%
Macro USD 1.33% -0.47% 100% 0.73%
Managed Futures EUR 7.77% 1.81% 100% 17.17%
Managed Futures USD 7.09% 1.81% 100% 19.74%
Mixed Arbitrage & Multi-Strategy USD 1.02% 0.24% 100% 2.88%

* Estimate

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InvestHedge

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.45% 0.03% * 62% 2.67%
Asian Pacific Fund of Funds 0.86% 1.13% * 57% 4.71%
Commodities -0.11% -0.37% * 42% 0.44%
Composite 1.13% 0.13% * 57% 2.79%
Distressed 0.42% -0.39% * 80% 0.72%
Emerging Managers 0.91% 0.28% * 93% 3.34%
Emerging Markets Hedge USD 0.41% -0.65% * 49% 4.93%
European Equity EUR 2.10% 0.66% * 60% 1.20%
European Multi Strategy EUR 1.77% 0.44% * 86% 2.62%
Fixed Income USD 0.38% -0.12% * 60% 2.80%
Global Equity USD 1.42% 0.25% * 51% 2.42%
Global Macro Currency USD 1.98% -0.04% * 78% 4.03%
Global Multi Strategy EUR 1.12% 0.10% * 55% 1.78%
Global Multi Strategy USD 1.18% 0.08% * 58% 2.52%
Leveraged Global Multi-Strategy USD 1.60% 0.58% * 82% 5.67%
Managed Futures 3.94% 1.30% * 56% 10.80%
Self-Invested Fund of Funds USD 0.73% 0.25% * 95% 2.37%
US Equity 1.52% 0.07% * 53% 2.29%

* Estimate

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Absolute UCITS

Index Nov 2014 Dec 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.18% -0.35% * 97% 2.62%
Equity Market Neutral & Quantitative Strategies 0.51% 0.76% * 92% 1.84%
European Equity 1.19% 0.20% * 100% 2.28%
Event Driven 0.99% 0.16% * 100% 1.54%
Fund of Funds 1.39% -0.23% * 90% -0.02%
Global Equity 1.50% -0.48% * 100% 4.14%
Macro 0.62% -0.05% * 100% 2.20%
Managed Futures 4.58% 1.19% * 100% 12.39%
Mixed Arbitrage & Multi-Strategy 1.47% 0.23% * 87% 3.25%
Single Manager Composite 0.89% -0.06% * 99% 2.82%

* Estimate

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